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Graeme
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Posts: 7
Joined: April 25th, 2003, 5:47 pm

Looking for various papers of Garman, Johnson, Shanno, Scott, Wiggins

May 17th, 2004, 6:35 pm

My student and I are looking for the following papers; being working university papers they aren't immediately available through the library system. If anybody has pdf versions of any of these we would really appreciate a post. Alternatively, a specification in those cases of where the material might have subsequently appeared in a 'regular' journal would be just as welcome.Thanks, title = "{A general theory of asset valuation under diffusion state processes}", author = "Garman, M.", note ="{Working Paper No 50, University of California, Berkeley}" year = "1976", title = "{Option pricing when the variance is changing}", author = "Johnson, H. E.", note ="{Working paper 11-79, Graduate school of management, University of California, Davis}" year = "1979", title = "{Option Pricing when the variance is changing}", note ="{Working paper 85-07, Graduate school of management, University of California, Davis}" author = "Johnson, H. E. and Shanno, D", year = "1985", title = "{Option Pricing when the variance changes randomly:theory and an application}", note ="{Working paper, University of Illinois, Department of Finance}" author = "Scott, L. O.", year = "1986", title = "{Stochastic Variance option pricing}", note ="{Sloan school of management, Massachusetts Institute of technology}" author = "Wiggins, J. B.", year = "1985",
 
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pobazee
Posts: 3
Joined: September 23rd, 2003, 5:32 pm

Looking for various papers of Garman, Johnson, Shanno, Scott, Wiggins

May 17th, 2004, 6:43 pm

I have the Mark Garman paper, but at the moment I'm moving things around in my home office that you would have to wait if you cannot find it from other sources. Btw, I have it in a hard copy.
 
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kenzo
Posts: 0
Joined: October 19th, 2002, 5:41 pm

Looking for various papers of Garman, Johnson, Shanno, Scott, Wiggins

May 18th, 2004, 10:09 am

Here you go: A General Theory of Asset Valuation under Diffusion State Processes
 
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Graeme
Topic Author
Posts: 7
Joined: April 25th, 2003, 5:47 pm

Looking for various papers of Garman, Johnson, Shanno, Scott, Wiggins

May 19th, 2004, 4:17 pm

Thanks very much indeed for this. Any more offers? Thanks in advance....